0001752724-25-021179.txt : 20250207 0001752724-25-021179.hdr.sgml : 20250207 20250207140638 ACCESSION NUMBER: 0001752724-25-021179 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250131 FILED AS OF DATE: 20250207 DATE AS OF CHANGE: 20250207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 25600936 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP3 1 primary_doc.xml N-MFP3 0000278001 XXXXXXXX 2025-01-31 Fidelity Phillips Street Trust 0000278001 5493001CX98PM13I8392 Fidelity Government Cash Reserves 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 30 89 146297222588.22 181512168959.55 0.5700 0.7100 2025-01-02 146231809777.19 180023043294.61 0.5700 0.7000 2025-01-03 148174232615.62 179885771920.99 0.5800 0.7000 2025-01-06 142677442802.56 178367143039.69 0.5600 0.7000 2025-01-07 144849192607.60 177094137038.51 0.5700 0.6900 2025-01-08 139131304334.17 175027660233.88 0.5500 0.6900 2025-01-09 138937928331.95 172534518638.13 0.5500 0.6900 2025-01-10 143462652223.99 175733973930.98 0.5600 0.6900 2025-01-13 145610780196.49 177927553029.89 0.5700 0.6900 2025-01-14 144501832080.94 176288025017.44 0.5600 0.6900 2025-01-15 139509468264.41 171057013433.73 0.5600 0.6800 2025-01-16 139919045288.36 169251884581.50 0.5600 0.6800 2025-01-17 141060308094.28 172648793254.01 0.5600 0.6900 2025-01-21 143378056963.00 178268899910.59 0.5600 0.6900 2025-01-22 148386066019.93 177700616755.41 0.5800 0.7000 2025-01-23 136968868463.94 175433497887.70 0.5400 0.6900 2025-01-24 137436369565.77 174494075329.05 0.5400 0.6900 2025-01-27 137042482852.14 172467064987.80 0.5400 0.6800 2025-01-28 147792511067.07 178062386388.76 0.5700 0.6900 2025-01-29 134573213977.13 167575382484.79 0.5400 0.6700 2025-01-30 134749466893.78 168734700321.04 0.5400 0.6800 2025-01-31 1075000756.74 245820417671.20 245783701706.63 3402075967.09 10874504538.66 239386273891.80 239347379352.4200 Y 1.0000 0.0445 2025-01-09 0.0456 2025-01-02 0.0454 2025-01-03 0.0450 2025-01-06 0.0448 2025-01-07 0.0446 2025-01-08 0.0444 2025-01-10 0.0443 2025-01-13 0.0443 2025-01-14 0.0443 2025-01-15 0.0443 2025-01-16 0.0443 2025-01-17 0.0442 2025-01-21 0.0442 2025-01-22 0.0443 2025-01-23 0.0443 2025-01-24 0.0444 2025-01-27 0.0445 2025-01-28 0.0445 2025-01-29 0.0445 2025-01-30 0.0446 2025-01-31 1.0003 2025-01-02 1.0003 2025-01-03 1.0003 2025-01-06 1.0003 2025-01-07 1.0003 2025-01-08 1.0003 2025-01-09 1.0003 2025-01-10 1.0003 2025-01-13 1.0003 2025-01-14 1.0003 2025-01-15 1.0003 2025-01-16 1.0003 2025-01-17 1.0003 2025-01-21 1.0003 2025-01-22 1.0003 2025-01-23 1.0003 2025-01-24 1.0003 2025-01-27 1.0003 2025-01-28 1.0003 2025-01-29 1.0002 2025-01-30 1.0002 2025-01-31 N N Fidelity Government Cash Reserves C000019553 1.00 239386273891.80 239347379352.4200 1.0003 2025-01-02 1.0003 2025-01-03 1.0003 2025-01-06 1.0003 2025-01-07 1.0003 2025-01-08 1.0003 2025-01-09 1.0003 2025-01-10 1.0003 2025-01-13 1.0003 2025-01-14 1.0003 2025-01-15 1.0003 2025-01-16 1.0003 2025-01-17 1.0003 2025-01-21 1.0003 2025-01-22 1.0003 2025-01-23 1.0003 2025-01-24 1.0003 2025-01-27 1.0003 2025-01-28 1.0003 2025-01-29 1.0002 2025-01-30 1.0002 2025-01-31 7494513032.37 4927642039.84 2025-01-02 5417207893.02 6483459980.49 2025-01-03 5052586138.45 5857311688.37 2025-01-06 6432728764.92 6776454993.64 2025-01-07 4550020643.56 5501838879.05 2025-01-08 5126936664.39 4434161565.28 2025-01-09 1585437098.87 3310780841.46 2025-01-10 5011685147.57 4950067599.79 2025-01-13 5514011311.10 5410563732.65 2025-01-14 5423752603.71 5297410217.14 2025-01-15 5567633663.62 5591417050.82 2025-01-16 4011115760.72 5334990436.17 2025-01-17 4734145753.78 4637119274.26 2025-01-21 6012404726.90 5151148449.18 2025-01-22 5967669685.60 5678592931.42 2025-01-23 4071375808.92 5351436606.44 2025-01-24 4422175309.39 5011235406.27 2025-01-27 6070971798.63 6328301723.93 2025-01-28 4472194107.11 5308828918.83 2025-01-29 4468544370.25 4662728890.03 2025-01-30 5605659609.38 5036641197.47 2025-01-31 107012769892.26 111042132422.53 0.0419 2025-01-02 0.0417 2025-01-03 0.0413 2025-01-06 0.0411 2025-01-07 0.0409 2025-01-08 0.0407 2025-01-10 0.0406 2025-01-13 0.0406 2025-01-14 0.0406 2025-01-15 0.0406 2025-01-16 0.0406 2025-01-17 0.0405 2025-01-21 0.0405 2025-01-22 0.0406 2025-01-23 0.0406 2025-01-24 0.0407 2025-01-27 0.0408 2025-01-28 0.0408 2025-01-29 0.0408 2025-01-30 0.0408 2025-01-31 0.0408 2025-01-09 N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/06/2025 4.38 3130B2AY1 2549001DPIFGXC1TOL40 US3130B2AY11 0001026214 KNW492000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-06 2025-03-06 N N N 0.0428 140002704.80 140002704.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/17/2025 4.37 3130B4L90 2549001DPIFGXC1TOL40 US3130B4L905 0001026214 KXN152000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-17 2025-07-17 N N N 0.0436 115999512.80 115999512.80 0.0005 N N N N Federal Farm Credit Banks Funding Corp 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0.0435 69999342.00 69999342.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/22/2025 4.40 3130B2GA7 2549001DPIFGXC1TOL40 US3130B2GA70 0001026214 KOU681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-22 2025-05-22 N N N 0.0437 228998374.10 228998374.10 0.0010 N N N N RBC Financial Group RBCNYGR *G RP 4.32% 3/20/25 4.32 N/A ES7IP3U3RHIGC71XBU11 KYP866000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-02-07 2025-02-07 2025-03-20 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 479000000.00 479000000.00 0.0020 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/03/2025 4.38 3130B2AZ8 2549001DPIFGXC1TOL40 US3130B2AZ85 0001026214 KNW496000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-03 2025-03-03 N N N 0.0428 70001357.30 70001357.30 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 04/29/2025 4.50 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 4003205 JYJ779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-29 2025-04-29 N N N 0.0431 156049420.80 156049420.80 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 4.50 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 4003205 KXT417000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2027-01-08 2027-01-08 N N N 0.0447 69025530.00 69025530.00 0.0003 N N N N US Treasury Notes UST NOTES 3.875% 04/30/2025 3.88 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0429 1152710762.74 1152710762.74 0.0048 N Y Y N BofA Securities, Inc. BASGR *G RP 4.3% 3/21/25 4.30 N/A 549300HN4UKV1E2R3U73 KYE467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYE467000 2025-12-31 2048-05-15 1.250 - 4.250 N/A 112827700.00 98383027.09 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-03-21 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0423 96000000.00 96000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/29/2025 4.38 3130B4RA1 2549001DPIFGXC1TOL40 US3130B4RA18 0001026214 KYE423000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-29 2025-08-29 N N N 0.0437 36999913.79 36999913.79 0.0002 N N N N Citigroup Global Capital Markets, Inc. 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NIKKOGR T RP 4.35% 2/3/25 4.35 N/A 6PJDTY319315T5LR2241 KYP524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYP524000 2025-03-06 2054-11-15 0.000 - 6.250 N/A 1695999300.00 1632837677.53 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1600000000.00 1600000000.00 0.0067 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 11/10/2025 4.50 3130B3AE3 2549001DPIFGXC1TOL40 US3130B3AE30 0001026214 KRC427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-10 2025-11-10 2025-11-10 N N N 0.0458 270811557.44 270811557.44 0.0011 N N N N US Treasury Bill UST BILLS 0% 02/25/2025 912797NJ2 254900HROIFWPRGM1V77 US912797NJ23 KRR817000 U.S. Treasury Debt Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0383 7641497890.39 7641497890.39 0.0319 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 4.49 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-20 2025-03-20 N N N 0.0431 235533189.02 235533189.02 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/27/2025 4.36 3130B4A68 2549001DPIFGXC1TOL40 US3130B4A684 0001026214 KWD214000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-27 2025-05-27 N N N 0.0433 55999188.56 55999188.56 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.44 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-19 2025-09-19 N N N 0.0435 22009964.24 22009964.24 0.0001 N N N N BMO Capital Markets Corp BMOCAP *G RP 4.32% 3/7/25 4.32 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KYL447000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYL447000 2051-01-16 2073-11-20 1.400 - 7.500 N/A 222578486.00 217997221.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYL447000 2048-08-15 2050-12-25 2.000 - 3.000 N/A 3691055.00 221390.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYL447000 2028-02-01 2044-10-25 1.500 - 6.300 N/A 120682.00 2953.64 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-02-07 2025-02-07 2025-03-07 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 213000000.00 213000000.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 4.52 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-28 2025-07-28 N N N 0.0444 3201180.45 3201180.45 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/06/2025 4.38 3130B2AR6 2549001DPIFGXC1TOL40 US3130B2AR69 0001026214 KNW366000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-06 2025-02-06 N N N 0.0423 168001478.40 168001478.40 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/24/2026 4.47 3130B3FE8 2549001DPIFGXC1TOL40 US3130B3FE84 0001026214 KRR896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-24 2026-04-24 N N N 0.0447 67992968.80 67992968.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.44 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-26 2025-11-26 N N N 0.0438 41015543.51 41015543.51 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/03/2025 4.37 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 0001026214 KND199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-03 2025-04-03 N N N 0.0430 203004116.84 203004116.84 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.37 3130B3Y98 2549001DPIFGXC1TOL40 US3130B3Y983 0001026214 KUH492000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-11 2025-06-11 N N N 0.0435 139996357.20 139996357.20 0.0006 N N N N BNP Paribas, SA BNP (GR) G RP 4.34% 2/5/25 4.34 N/A R0MUWSFPU8MPRO8K5P83 KYN668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN668000 2025-07-31 2053-05-15 0.000 - 4.750 N/A 1113343600.00 992965762.45 U.S. Treasuries (including strips) Y N/A N/A 2025-02-05 2025-02-05 2025-02-05 N N N 0.0430 970993300.10 970993300.10 0.0041 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.37 3130B3YX5 2549001DPIFGXC1TOL40 US3130B3YX54 0001026214 KUI684000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-11 2025-06-11 N N N 0.0435 278992475.37 278992475.37 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 4.51 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-27 2025-05-27 N N N 0.0435 56021292.88 56021292.88 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/02/2025 4.42 3133ERG21 254900C5LP6DN9OP9V83 US3133ERG210 4003205 KTW131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-02 2025-12-02 N N N 0.0433 45028872.90 45028872.90 0.0002 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.34% 2/3/25 4.34 N/A 549300H47WTHXPU08X20 KYP459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP459000 2029-03-31 2033-11-15 2.375 - 4.625 N/A 4518916300.00 4498566283.30 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0434 4410359000.00 4410359000.00 0.0184 N Y Y N Lloyds Bank PLC LLOYDGR G RP 4.65% 2/19/25 4.65 N/A H7FNTJ4851HG0EXQ1Z70 KTL432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KTL432000 2027-02-15 2027-08-15 2.250 N/A 94254200.00 90782101.37 U.S. Treasuries (including strips) Y N/A N/A 2025-02-19 2025-02-19 2025-02-19 N N N 0.0438 88007902.40 88007902.40 0.0004 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 4.52 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-14 2025-10-14 N N N 0.0442 424267781.44 424267781.44 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2025 4.37 3130B26Q3 2549001DPIFGXC1TOL40 US3130B26Q30 0001026214 KNJ057000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0424 98000318.50 98000318.50 0.0004 N N Y N Barclays Bank PLC BPLCGR M RP 4.36% 2/3/25 4.36 N/A G5GSEF7VJP5I7OUK5573 KYP418000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYP418000 2053-05-20 2054-09-20 5.500 - 6.000 N/A 40318935.00 35715335.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYP418000 2054-06-25 2054-06-25 5.351 N/A 123905899.00 102656252.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYP418000 2038-09-25 2053-02-01 4.643 - 7.500 N/A 133786645.00 81706009.56 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0436 214000000.00 214000000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/08/2025 4.38 3130B4H46 2549001DPIFGXC1TOL40 US3130B4H465 0001026214 KXD284000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-08 2025-10-08 N N N 0.0437 52999582.36 52999582.36 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/13/2025 4.36 3130B43W9 2549001DPIFGXC1TOL40 US3130B43W98 0001026214 KVV094000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-13 2025-05-13 N N N 0.0432 138999306.39 138999306.39 0.0006 N N N N Wells Fargo Securities LLC FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYQ110000 2054-05-15 2054-05-15 4.625 N/A 38711845.48 38137118.08 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2036-03-25 2036-03-25 4.663 N/A 157568.13 809.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYQ110000 2027-11-20 2055-01-20 2.000 - 7.000 N/A 452333018.67 245065895.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2029-02-25 2029-02-25 6.992 N/A 1239933.27 422105.17 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 277597000.00 277597000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2025 3130B4T50 2549001DPIFGXC1TOL40 US3130B4T502 0001026214 KYL520000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-04 2025-11-04 2025-11-04 N N N 0.0000 69000000.00 69000000.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 4.39 3130B2JG1 2549001DPIFGXC1TOL40 US3130B2JG14 0001026214 KPC271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-24 2025-03-24 N N N 0.0430 89002754.55 89002754.55 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/15/2025 4.38 3130B4LN9 2549001DPIFGXC1TOL40 US3130B4LN92 0001026214 KXO002000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-15 2025-10-15 N N N 0.0437 278002388.02 278002388.02 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.50 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-08-26 2026-08-26 N N N 0.0450 93996623.52 93996623.52 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/07/2025 313385CT1 2549001DPIFGXC1TOL40 US313385CT15 313385CT1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-07 2025-03-07 2025-03-07 N N N 0.0424 151379333.84 151379333.84 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/28/2025 4.37 3130B4DR9 2549001DPIFGXC1TOL40 US3130B4DR98 0001026214 KWN012000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-28 2025-07-28 N N N 0.0437 241999912.88 241999912.88 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.51 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-08 2025-12-08 N N N 0.0443 306195656.40 306195656.40 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.45 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-23 2026-01-23 N N N 0.0438 37024861.04 37024861.04 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 02/12/2025 4.41 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 4003205 KEK028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-12 2025-02-12 N N N 0.0425 54001207.98 54001207.98 0.0002 N N N N HSBC Securities Inc. (U.S.A.) FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2028-05-01 2055-01-01 1.470 - 6.500 N/A 140809503.66 76249110.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2030-08-01 2055-01-01 1.924 - 7.500 N/A 60257398.99 38140970.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KYQ110000 2025-02-15 2044-05-15 0.500 - 7.625 N/A 121690121.67 114389986.38 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 224213000.00 224213000.00 0.0009 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/19/2025 313385CB0 2549001DPIFGXC1TOL40 US313385CB07 FEI127000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-19 2025-02-19 2025-02-19 N N N 0.0431 15964491.04 15964491.04 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 06/23/2025 4.38 3130B3V75 2549001DPIFGXC1TOL40 US3130B3V757 0001026214 KTO668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-23 2025-06-23 N N N 0.0436 207996212.32 207996212.32 0.0009 N N N N Bank of America NA FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2051-02-01 2051-09-01 1.250 - 2.500 N/A 1240397303.49 727432105.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2045-04-01 2045-04-01 3.000 N/A 415843740.91 57534781.73 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 768732000.00 768732000.00 0.0032 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/16/2026 4.49 3133ERLB5 254900C5LP6DN9OP9V83 US3133ERLB50 4003205 KXL908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-01 2026-07-16 2026-07-16 N N N 0.0448 15000629.40 15000629.40 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 4.44 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-12 2025-12-12 N N N 0.0436 48030962.40 48030962.40 0.0002 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.02% 3/25/25 4.38 N/A FOR8UP27PHTHYVLBNG30 0000769993 KYG926000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYG926000 2036-05-01 2054-08-01 2.000 - 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BANKS VFAC SOFR+0.5 06/23/2025 4.37 3130B42W0 2549001DPIFGXC1TOL40 US3130B42W08 0001026214 KVR372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-23 2025-06-23 N N N 0.0435 138996626.47 138996626.47 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.50 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-12-02 2026-12-02 N N N 0.0450 60996640.12 60996640.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/03/2025 4.48 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0448 143715000.00 143715000.00 0.0006 N Y Y N Societe Generale SOCGENFR G RP 4.35% 2/5/25 4.35 N/A O2RNE8IBXP4R0TD8PU41 KYN282000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYN282000 2050-10-01 2050-10-01 2.000 - 2.500 N/A 316684176.00 164319216.35 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-05 2025-02-05 2025-02-05 N N N 0.0432 160998712.00 160998712.00 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.44 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-27 2026-02-27 N N N 0.0442 141020098.14 141020098.14 0.0006 N N N N US Treasury Bill UST BILLS 0% 02/20/2025 912797KA4 254900HROIFWPRGM1V77 US912797KA41 KER557000 U.S. Treasury Debt Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0370 4893162865.95 4893162865.95 0.0204 N Y Y N US Treasury Notes UST NOTES 0.25% 09/30/2025 0.25 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 GFJ893000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0426 792905955.16 792905955.16 0.0033 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.49% 2/5/25 4.49 N/A 2IGI19DL77OX0HC3ZE78 KUI867000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KUI867000 2027-05-31 2051-05-15 0.875 - 4.375 N/A 77379000.00 77072484.75 U.S. Treasuries (including strips) Y N/A N/A 2025-02-05 2025-02-05 2025-02-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 5 N N/A N/A N N 0.0439 75000000.00 75000000.00 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.07% 02/25/2025 5.07 3130B0BD0 2549001DPIFGXC1TOL40 US3130B0BD09 0001026214 KFC503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0442 290070464.20 290070464.20 0.0012 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.35% 3/20/25 4.35 N/A VYVVCKR63DVZZN70PB21 0000276523 KYD028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYD028000 2025-07-01 2055-02-01 1.500 - 7.000 N/A 854365844.00 726359199.92 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0428 711000000.00 711000000.00 0.0030 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/22/2025 4.36 3130B43V1 2549001DPIFGXC1TOL40 US3130B43V16 0001026214 KVV037000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-22 2025-05-22 N N N 0.0433 138998124.89 138998124.89 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.48 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-07-10 2026-07-10 N N N 0.0446 69014149.83 69014149.83 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/11/2025 4.41 3133ERSU6 254900C5LP6DN9OP9V83 US3133ERSU68 4003205 KPN255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-11 2025-06-11 N N N 0.0436 33001737.12 33001737.12 0.0001 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.36% 3/20/25 4.36 N/A VYVVCKR63DVZZN70PB21 0000276523 KYG875000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYG875000 2026-05-01 2055-02-01 1.500 - 7.000 N/A 372277738.00 290030834.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0429 284000000.00 284000000.00 0.0012 N N N Y Canadian Imperial Bank of Commerce CIBCGR *G RP 4.31% 2/20/25 4.31 N/A 2IGI19DL77OX0HC3ZE78 KYC999000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KYC999000 2064-08-20 2064-08-20 7.000 N/A 12864799.00 13164541.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYC999000 2029-12-01 2054-11-01 2.000 - 7.000 N/A 33904736.00 25384169.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYC999000 2048-10-01 2055-01-01 2.000 - 7.000 N/A 12734007.00 8946500.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KYC999000 2025-09-30 2033-07-15 0.000 - 4.375 N/A 6833400.00 6658418.64 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 53000000.00 53000000.00 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/10/2025 4.47 3130B3AL7 2549001DPIFGXC1TOL40 US3130B3AL72 0001026214 KRC384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-10 2025-03-10 2025-03-10 N N N 0.0404 773208346.69 773208346.69 0.0032 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 4.41 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-20 2025-06-20 N N N 0.0439 72998793.31 72998793.31 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 4.46 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-01 2025-04-01 N N N 0.0430 16002301.12 16002301.12 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 4.51 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2027-01-08 2027-01-08 N N N 0.0450 160999884.08 160999884.08 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/03/2025 4.37 3130B25G6 2549001DPIFGXC1TOL40 US3130B25G66 0001026214 KND201000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-03 2025-03-03 N N N 0.0426 280005474.00 280005474.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 04/21/2025 4.37 3130B3U84 2549001DPIFGXC1TOL40 US3130B3U841 0001026214 KTN710000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-21 2025-04-21 N N N 0.0430 69002064.48 69002064.48 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.45% 03/24/2025 4.45 3130B3AR4 2549001DPIFGXC1TOL40 US3130B3AR43 0001026214 KRC395000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-24 2025-03-24 2025-03-24 N N N 0.0410 176053197.76 176053197.76 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/04/2025 4.38 3130B26U4 2549001DPIFGXC1TOL40 US3130B26U42 0001026214 KNJ058000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-04 2025-04-04 N N N 0.0430 238004514.86 238004514.86 0.0010 N N N N US Treasury Bill UST BILLS 0% 05/06/2025 912797PC5 254900HROIFWPRGM1V77 US912797PC51 KXA662000 U.S. Treasury Debt Y N/A N/A 2025-05-06 2025-05-06 2025-05-06 N N N 0.0413 2332251905.83 2332251905.83 0.0097 N Y Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.35% 4/23/25 4.35 N/A 549300Y1PMK3RWXMWR72 KYN662000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN662000 2025-03-31 2053-05-15 0.375 - 6.125 N/A 197104700.00 189811700.36 U.S. Treasuries (including strips) Y N/A N/A 2025-04-23 2025-04-23 2025-04-23 N N N 0.0437 185968473.00 185968473.00 0.0008 N N N Y BNP Paribas, SA BNP (GR) *G RP 4.33% 2/11/25 4.33 N/A R0MUWSFPU8MPRO8K5P83 KYN654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN654000 2027-03-31 2054-08-15 0.500 - 6.375 N/A 1029189600.00 991245303.98 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0430 970984366.90 970984366.90 0.0041 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.48 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-05-08 2026-05-08 N N N 0.0448 69992157.90 69992157.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 05/02/2025 4.50 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-02 2025-05-02 N N N 0.0432 2120694.17 2120694.17 0.0000 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 4.46 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-09 2026-02-09 N N N 0.0444 80012429.60 80012429.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.51 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-17 2025-07-17 N N N 0.0439 92044687.16 92044687.16 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.50 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-14 2025-08-14 N N N 0.0441 308139791.96 308139791.96 0.0013 N N N N Sumitomo Mitsui Banking Corp FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 6056452627.76 1830196745.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2053-02-01 2053-04-01 5.500 N/A 891236595.43 749763395.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYQ110000 2042-10-20 2054-11-20 3.000 - 6.500 N/A 6321269892.38 3741296421.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 6083303000.00 6083303000.00 0.0254 N Y Y N NatWest Market Securities Inc NATSECGR G RP 4.35% 2/7/25 4.35 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KYP455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYP455000 2025-02-15 2040-11-15 0.250 - 5.000 N/A 350188900.00 337742387.52 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-07 N N N 0.0426 331000000.00 331000000.00 0.0014 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/09/2025 313385EC6 2549001DPIFGXC1TOL40 US313385EC61 FHH664000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-09 2025-04-09 2025-04-09 N N N 0.0428 202381600.68 202381600.68 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.47 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-03-18 2026-03-18 N N N 0.0445 141020267.34 141020267.34 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/28/2025 313385CL8 2549001DPIFGXC1TOL40 US313385CL88 313385CL8 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0424 53823389.76 53823389.76 0.0002 N N Y N ABN AMRO Bank NV ABNGR M RP 4.35% 2/3/25 4.35 N/A N/A KYP414000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYP414000 2040-11-01 2053-12-01 2.000 - 7.000 N/A 380760090.00 204169221.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYP414000 2052-11-01 2052-12-01 5.000 - 5.500 N/A 28944394.00 22450031.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYP414000 2052-08-20 2052-11-20 5.000 - 5.500 N/A 124307876.00 98878697.59 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 319000000.00 319000000.00 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5% 04/04/2025 5.00 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 4003205 KGU482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0423 89097530.65 89097530.65 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.49 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-16 2025-10-16 N N N 0.0438 300191769.00 300191769.00 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.52 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-25 2025-07-25 N N N 0.0444 481175463.99 481175463.99 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.46 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-17 2026-04-17 N N N 0.0446 76991498.43 76991498.43 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/24/2025 4.37 3130B47E5 2549001DPIFGXC1TOL40 US3130B47E54 0001026214 KWD128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-24 2025-06-24 N N N 0.0435 207993774.56 207993774.56 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 4.38 3130B2B53 2549001DPIFGXC1TOL40 US3130B2B538 0001026214 KNY722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-10 2025-02-10 N N N 0.0422 70001267.00 70001267.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.49 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-09 2026-02-09 N N N 0.0447 82013279.08 82013279.08 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 4.50 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-11-23 2026-11-23 N N N 0.0450 110989785.78 110989785.78 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/28/2025 4.51 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-28 2025-05-28 N N N 0.0435 2110818.91 2110818.91 0.0000 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 4.50 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-10-23 2026-10-23 N N N 0.0448 369123936.03 369123936.03 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 4.52 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-06 2025-10-06 N N N 0.0441 35021988.05 35021988.05 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.37 3130B4QV6 2549001DPIFGXC1TOL40 US3130B4QV63 0001026214 KYD338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-29 2025-07-29 N N N 0.0436 415998082.24 415998082.24 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 4.52 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-27 2025-10-27 N N N 0.0442 67043332.92 67043332.92 0.0003 N N N N US Treasury Bill UST BILLS 0% 05/01/2025 912797ND5 254900HROIFWPRGM1V77 US912797ND52 KRT240000 U.S. Treasury Debt Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0412 195994786.68 195994786.68 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/30/2025 4.37 3130B4S36 2549001DPIFGXC1TOL40 US3130B4S363 0001026214 KYG072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-30 2025-07-30 N N N 0.0436 69999867.70 69999867.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 4.52 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-14 2025-07-14 N N N 0.0439 61033022.96 61033022.96 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2025 3130B4UQ2 2549001DPIFGXC1TOL40 US3130B4UQ23 0001026214 KYN563000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-05 2025-09-04 2025-09-04 N N N 0.0000 235000000.00 235000000.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/21/2026 4.49 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 4003205 KRL449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-07-21 2026-07-21 N N N 0.0449 25996973.60 25996973.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 04/04/2025 4.39 3130B2JL0 2549001DPIFGXC1TOL40 US3130B2JL09 0001026214 KPD629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-04 2025-04-04 N N N 0.0432 478010214.86 478010214.86 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 4.52 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-17 2025-07-17 N N N 0.0439 112059493.28 112059493.28 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.08% 02/26/2025 5.08 3130B0BC2 2549001DPIFGXC1TOL40 US3130B0BC26 0001026214 KFC504000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0442 101026743.79 101026743.79 0.0004 N N N N US Treasury Notes UST NOTES 5% 09/30/2025 5.00 91282CJB8 254900HROIFWPRGM1V77 US91282CJB81 JYJ207000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0431 264158843.75 264158843.75 0.0011 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/07/2025 313385BP0 2549001DPIFGXC1TOL40 US313385BP02 313385BP0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-07 2025-02-07 2025-02-07 N N N 0.0430 374693385.00 374693385.00 0.0016 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.37 3130B4SU6 2549001DPIFGXC1TOL40 US3130B4SU62 0001026214 KYH267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-07 2025-08-07 N N N 0.0436 13999964.72 13999964.72 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 4.50 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-22 2025-08-22 N N N 0.0443 174064359.12 174064359.12 0.0007 N N N N US Treasury Notes UST NOTES 0.5% 03/31/2025 0.50 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 FIB982000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0405 178968749.40 178968749.40 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/11/2025 4.38 3130B2BM6 2549001DPIFGXC1TOL40 US3130B2BM63 0001026214 KOA817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-11 2025-03-11 N N N 0.0429 70001463.70 70001463.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/11/2025 4.47 3130B3AM5 2549001DPIFGXC1TOL40 US3130B3AM55 0001026214 KRC388000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-11 2025-03-11 2025-03-11 N N N 0.0405 136036752.64 136036752.64 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/12/2025 4.37 3130B4KM2 2549001DPIFGXC1TOL40 US3130B4KM29 0001026214 KXL800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-12 2025-08-12 N N N 0.0436 278006471.84 278006471.84 0.0012 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 3/18/25 4.44 N/A MBNUM2BPBDO7JBLYG310 0000315030 KXT323000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXT323000 2031-05-15 2031-05-15 1.625 N/A 2768500.00 2359206.32 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXT323000 2054-10-01 2054-10-01 4.500 - 7.000 N/A 515892620.00 497484463.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXT323000 2054-10-01 2054-10-01 4.500 - 6.000 N/A 523559695.00 518436418.57 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-18 2025-03-18 2025-03-18 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0437 996002490.00 996002490.00 0.0042 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/15/2025 313385KL9 2549001DPIFGXC1TOL40 US313385KL96 313385KL9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0431 332401190.40 332401190.40 0.0014 N N N N Fixed Income Clearing Corp - Goldman GS FIG M RP 4.35% 2/3/25 4.35 N/A 549300H47WTHXPU08X20 KYP416000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYP416000 2026-07-01 2055-02-01 1.000 - 6.500 N/A 747810471.00 508134006.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYP416000 2026-11-01 2055-01-01 1.500 - 7.000 N/A 2265308190.00 1128539072.98 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1604000000.00 1604000000.00 0.0067 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.51 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-26 2025-09-26 N N N 0.0442 93042724.20 93042724.20 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 4.48 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-01 2025-05-01 N N N 0.0443 31000215.76 31000215.76 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.51 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-02 2026-01-02 N N N 0.0441 139114359.47 139114359.47 0.0006 N N N N US Treasury Bill UST BILLS 0% 04/10/2025 912797NB9 254900HROIFWPRGM1V77 US912797NB96 KQV794000 U.S. Treasury Debt Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0409 804762736.87 804762736.87 0.0034 N Y Y N BNP Paribas, SA BNP (GR) *G RP 4.33% 2/13/25 4.33 N/A R0MUWSFPU8MPRO8K5P83 KYN656000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN656000 2026-04-30 2053-08-15 0.625 - 4.750 N/A 1123911300.00 992363324.50 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 970984366.90 970984366.90 0.0041 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/07/2025 4.38 3130B2AN5 2549001DPIFGXC1TOL40 US3130B2AN55 0001026214 KNW498000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-07 2025-03-07 N N N 0.0428 153003183.93 153003183.93 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/09/2026 4.47 3133ERAG6 254900C5LP6DN9OP9V83 US3133ERAG66 4003205 KQC185000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-09 2026-04-09 N N N 0.0445 45002778.75 45002778.75 0.0002 N N N N US Treasury Bill UST BILLS 0% 03/04/2025 912797NK9 254900HROIFWPRGM1V77 US912797NK95 KRY223000 U.S. Treasury Debt Y N/A N/A 2025-03-04 2025-03-04 2025-03-04 N N N 0.0389 2625973122.40 2625973122.40 0.0110 N Y Y N RBC Dominion Securities RBCDOMGR *G RP 4.32% 3/20/25 4.32 N/A 549300QJJX6CVVUXLE15 KYO315000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYO315000 2025-05-31 2054-11-15 0.250 - 4.875 N/A 853883200.00 790679766.76 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-03-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 774000000.00 774000000.00 0.0032 N N Y N Fixed Income Clearing Corp - State Street Bank SSB FIT G RP 4.36% 2/3/25 4.36 N/A 549300H47WTHXPU08X20 KYO570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYO570000 2033-11-15 2034-05-15 4.000 - 4.500 N/A 1006367800.00 990420055.64 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0436 971000000.00 971000000.00 0.0041 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.46 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-25 2026-06-25 N N N 0.0447 84981865.25 84981865.25 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2025 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 0001026214 KYN564000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-05 2025-09-05 2025-09-05 N N N 0.0000 247000000.00 247000000.00 0.0010 N N N N Lloyds Bank PLC LLOYDGR G RP 4.63% 2/7/25 4.63 N/A H7FNTJ4851HG0EXQ1Z70 KTW737000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KTW737000 2027-02-15 2028-05-15 2.250 - 4.625 N/A 126853600.00 123607480.43 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-07 N N N 0.0453 120000000.00 120000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.50 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-12 2025-11-12 N N N 0.0437 305279761.25 305279761.25 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/07/2025 4.38 3130B2AP0 2549001DPIFGXC1TOL40 US3130B2AP04 0001026214 KNW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-07 2025-02-07 N N N 0.0423 281003099.43 281003099.43 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.52 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-20 2025-10-20 N N N 0.0442 157100087.50 157100087.50 0.0007 N N N N Rbc Dominion Securities Inc FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYQ110000 2025-04-17 2054-11-15 0.000 - 4.750 N/A 595325536.39 550471959.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYQ110000 2044-04-20 2053-05-20 2.000 - 5.500 N/A 407207293.47 152695167.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2039-10-01 2054-10-01 1.500 - 7.000 N/A 561341456.97 179520368.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2042-03-01 2054-10-01 2.000 - 7.000 N/A 522255571.30 147044960.44 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1008385000.00 1008385000.00 0.0042 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.51 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-08 2025-12-08 N N N 0.0443 88056267.20 88056267.20 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.37 3130B4SQ5 2549001DPIFGXC1TOL40 US3130B4SQ50 0001026214 KYH059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-27 2025-08-27 N N N 0.0437 285000322.05 285000322.05 0.0012 N N N N ING Financial Markets LLC INGFIN G RP 4.37% 3/20/25 4.37 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KYO363000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYO363000 2038-10-01 2057-02-01 3.000 - 6.500 N/A 1730718331.00 541744596.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYO363000 2042-03-01 2055-01-01 3.000 - 6.500 N/A 683160122.00 321594399.59 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0430 846000000.00 846000000.00 0.0035 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.49 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-12 2026-02-12 N N N 0.0447 70010418.10 70010418.10 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 4.49 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-05 2025-03-05 N N N 0.0429 262026936.22 262026936.22 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.49 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-07-29 2026-07-29 N N N 0.0442 76051409.44 76051409.44 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/25/2025 4.36 3130B44C2 2549001DPIFGXC1TOL40 US3130B44C26 0001026214 KVU752000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-25 2025-04-25 N N N 0.0430 235999764.00 235999764.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.37 3130B4RE3 2549001DPIFGXC1TOL40 US3130B4RE30 0001026214 KYE424000 U.S. Government Agency Debt (if categorized as 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277957201.90 277957201.90 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 4.51 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-02 2025-07-02 N N N 0.0437 78037283.22 78037283.22 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.52 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-25 2025-07-25 N N N 0.0444 160058366.40 160058366.40 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.49 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-03-05 2026-03-05 N N N 0.0447 36004829.40 36004829.40 0.0002 N N N N Federal Farm Credit Banks 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7.500 N/A 20263298.00 17249216.97 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0427 108000000.00 108000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFSECGR T RP 4.35% 2/3/25 4.35 N/A U7M81AY481YLIOR75625 KYP393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYP393000 2025-08-31 2032-02-15 0.000 - 6.750 N/A 139374900.00 137658702.53 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 135000000.00 135000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 05/08/2025 4.38 3130B3KZ5 2549001DPIFGXC1TOL40 US3130B3KZ58 0001026214 KSH080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-08 2025-05-08 N N N 0.0433 306001116.90 306001116.90 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.52 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-22 2025-08-22 N N N 0.0444 210078321.60 210078321.60 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/30/2025 4.36 3130B43A7 2549001DPIFGXC1TOL40 US3130B43A78 0001026214 KVR274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-30 2025-04-30 N N N 0.0431 278000300.24 278000300.24 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.44% 02/09/2026 4.44 3130B4MR9 2549001DPIFGXC1TOL40 US3130B4MR97 0001026214 KXS302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-09 2026-02-09 2026-02-09 N N N 0.0432 1106377079.64 1106377079.64 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 4.44 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-08 2026-01-08 N N N 0.0436 70046321.10 70046321.10 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.43 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-17 2025-12-17 N N N 0.0435 99064212.39 99064212.39 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 02/10/2025 4.52 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 4003205 JQF546000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-10 2025-02-10 N N N 0.0434 112002563.68 112002563.68 0.0005 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.35% 2/3/25 4.35 N/A 549300H47WTHXPU08X20 KYP415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP415000 2026-04-30 2051-02-15 0.500 - 4.625 N/A 3727090200.00 3475379414.86 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 3406000000.00 3406000000.00 0.0142 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 4.46 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-12 2025-12-12 N N N 0.0437 145093514.85 145093514.85 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 4.46 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-01 2025-04-01 N N N 0.0430 52507550.55 52507550.55 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/21/2026 4.47 3133ERYB1 254900C5LP6DN9OP9V83 US3133ERYB14 4003205 KRK539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-21 2026-04-21 N N N 0.0447 19997822.00 19997822.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/02/2025 4.37 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 0001026214 KYL457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-02 2025-09-02 N N N 0.0436 331000000.00 331000000.00 0.0014 N N N N US Treasury Notes UST NOTES 3.125% 08/15/2025 3.13 91282CFE6 254900HROIFWPRGM1V77 US91282CFE66 JKT375000 U.S. Treasury Debt Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0427 404523022.42 404523022.42 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/11/2025 4.37 3130B44B4 2549001DPIFGXC1TOL40 US3130B44B43 0001026214 KVU941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-11 2025-06-11 N N N 0.0434 96998079.40 96998079.40 0.0004 N N N N Fixed Income Clearing Corp - CIBC CIB FID T RP 4.34% 2/3/25 4.34 N/A N/A KYP371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 KYP371000 2026-12-15 2042-05-15 3.250 - 4.375 N/A 1475583000.00 1381504860.87 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0434 1355000000.00 1355000000.00 0.0057 N Y Y N US Treasury Bill UST BILLS 0% 05/13/2025 912797PH4 254900HROIFWPRGM1V77 US912797PH49 KXK522000 U.S. Treasury Debt Y N/A N/A 2025-05-13 2025-05-13 2025-05-13 N N N 0.0413 1273365565.43 1273365565.43 0.0053 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.45 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-26 2026-01-26 N N N 0.0438 1122756093.36 1122756093.36 0.0047 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/27/2025 4.39 3130B2K87 2549001DPIFGXC1TOL40 US3130B2K877 0001026214 KPE840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-27 2025-03-27 N N N 0.0430 137004819.66 137004819.66 0.0006 N N N N US Treasury Notes UST NOTES 5% 10/31/2025 5.00 91282CJE2 254900HROIFWPRGM1V77 US91282CJE21 KAK088000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0430 25125976.50 25125976.50 0.0001 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/26/2025 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 FEI132000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0431 218334910.14 218334910.14 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/19/2025 4.40 3130B2GD1 2549001DPIFGXC1TOL40 US3130B2GD10 0001026214 KOU682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-19 2025-05-19 N N N 0.0435 274008847.46 274008847.46 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.55 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-12-18 2026-12-18 N N N 0.0453 340056018.40 340056018.40 0.0014 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.36% 2/3/25 4.36 N/A N/A KYO507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 KYO507000 2026-04-30 2051-05-15 2.375 - 4.875 N/A 5190365000.00 4681835707.16 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0436 4533000000.00 4533000000.00 0.0189 N Y Y N BNP Paribas, SA BNP (GR) *G RP 4.33% 2/12/25 4.33 N/A R0MUWSFPU8MPRO8K5P83 KYL507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYL507000 2027-03-31 2053-08-15 1.875 - 4.375 N/A 506951800.00 498208819.50 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 488000000.00 488000000.00 0.0020 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.21% 04/10/2025 5.21 3130B0VV8 2549001DPIFGXC1TOL40 US3130B0VV86 0001026214 KHB955000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0433 504719167.68 504719167.68 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 04/28/2025 4.51 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 4003205 JYP804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-28 2025-04-28 N N N 0.0431 862289.72 862289.72 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 02/04/2025 4.49 3133EPSC0 254900C5LP6DN9OP9V83 US3133EPSC05 4003205 KBQ593000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0437 88608225.95 88608225.95 0.0004 N N Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.35% 2/3/25 4.35 N/A 9845006C81UCE4114A10 KYP401000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYP401000 2031-05-01 2055-01-01 2.000 - 8.500 N/A 1445434679.00 1014642208.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYP401000 2040-01-01 2054-09-01 2.500 - 6.000 N/A 80465324.00 76133055.20 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1069000000.00 1069000000.00 0.0045 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 4.46 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-25 2026-02-25 N N N 0.0444 135019056.60 135019056.60 0.0006 N N N N US Treasury Notes UST NOTES 0.375% 01/31/2026 0.38 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 HBA016000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0424 184812000.00 184812000.00 0.0008 N Y Y N Goldman Sachs & Co LLC GOLDMAN G RP 4.35% 2/5/25 4.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KYN297000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYN297000 2033-01-01 2054-10-01 1.500 - 6.500 N/A 325936179.00 266843800.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYN297000 2029-07-01 2055-01-01 1.500 - 6.500 N/A 506764842.00 395608754.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYN297000 2032-11-15 2059-09-15 5.000 - 6.500 N/A 334462155.00 322442126.86 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-05 2025-02-05 2025-02-05 N N N 0.0432 964992280.00 964992280.00 0.0040 N N Y N US Treasury Notes UST NOTES 0.25% 06/30/2025 0.25 912828ZW3 254900HROIFWPRGM1V77 US912828ZW33 GCC284000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0419 662210968.75 662210968.75 0.0028 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.40 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-05 2025-08-05 N N N 0.0431 280127825.60 280127825.60 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 3130B4UT6 2549001DPIFGXC1TOL40 US3130B4UT61 0001026214 KYN598000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-04 2025-08-04 2025-08-04 N N N 1.0000 275000000.00 275000000.00 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/28/2025 4.43 3133ERRN3 254900C5LP6DN9OP9V83 US3133ERRN35 4003205 KPD642000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-28 2025-08-28 N N N 0.0435 47017283.78 47017283.78 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/04/2025 4.37 3130B4H79 2549001DPIFGXC1TOL40 US3130B4H796 0001026214 KXD297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-04 2025-08-04 2025-08-04 N N N 0.0437 281003113.48 281003113.48 0.0012 N N N N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.32% 3/20/25 4.32 N/A 549300Y1PMK3RWXMWR72 KYO265000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYO265000 2025-05-01 2054-11-15 0.000 - 4.500 N/A 112266300.00 99005894.22 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-03-20 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 97000000.00 97000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 07/08/2025 4.52 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-08 2025-07-08 N N N 0.0439 116057853.84 116057853.84 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/09/2025 313385FJ0 2549001DPIFGXC1TOL40 US313385FJ06 313385FJ0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-09 2025-05-09 2025-05-09 N N N 0.0425 270885913.28 270885913.28 0.0011 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.49% 3/5/25 4.49 N/A VYVVCKR63DVZZN70PB21 0000276523 KUK640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUK640000 2028-12-01 2055-02-01 2.000 - 7.000 N/A 398334389.00 383259657.66 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-05 2025-03-05 2025-03-05 N N N 0.0441 373000000.00 373000000.00 0.0016 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/26/2026 4.49 3130B1T31 2549001DPIFGXC1TOL40 US3130B1T318 0001026214 KLG651000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-26 2026-06-26 N N N 0.0449 283995211.76 283995211.76 0.0012 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.35% 2/7/25 4.35 N/A VYVVCKR63DVZZN70PB21 0000276523 KXL519000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXL519000 2025-07-01 2055-01-01 1.500 - 7.500 N/A 1122833458.00 874839847.53 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-02-07 N N N 0.0426 855000000.00 855000000.00 0.0036 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 04/03/2025 4.49 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 4003205 JYO897000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-03 2025-04-03 N N N 0.0441 133002512.37 133002512.37 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/23/2025 4.40 3130B1J24 2549001DPIFGXC1TOL40 US3130B1J244 0001026214 KJX124000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-23 2025-05-23 N N N 0.0437 48999668.27 48999668.27 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2025 4.39 3130B4VJ7 2549001DPIFGXC1TOL40 US3130B4VJ70 0001026214 KYP985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-03 2025-09-03 N N N 0.0000 280000000.00 280000000.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/26/2026 4.46 3130B1T80 2549001DPIFGXC1TOL40 US3130B1T805 0001026214 KLG735000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-26 2026-06-26 N N N 0.0447 141969460.06 141969460.06 0.0006 N N N N Fixed Income Clearing Corp - Citi CITG FIG T RP 4.35% 2/3/25 4.35 N/A 6SHGI4ZSSLCXXQSBB395 KYP430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP430000 2025-07-10 2047-02-15 0.000 - 6.125 N/A 1394385700.00 1382601067.01 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1355000000.00 1355000000.00 0.0057 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.50 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-10-16 2026-10-16 N N N 0.0450 644480935.69 644480935.69 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/19/2025 4.46 3130B03E7 2549001DPIFGXC1TOL40 US3130B03E72 0001026214 KOC474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-19 2025-09-19 N N N 0.0437 28012747.28 28012747.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.37 3130B4S28 2549001DPIFGXC1TOL40 US3130B4S280 0001026214 KYG073000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-28 2025-07-28 N N N 0.0436 82999843.96 82999843.96 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/21/2025 4.37 3130B4KJ9 2549001DPIFGXC1TOL40 US3130B4KJ99 0001026214 KXL839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-21 2025-07-21 N N N 0.0436 138999229.94 138999229.94 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/21/2026 4.50 3130B2H32 2549001DPIFGXC1TOL40 US3130B2H329 0001026214 KOV356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-08-21 2026-08-21 N N N 0.0450 273994029.54 273994029.54 0.0011 N N N N US Treasury Notes UST NOTES 2.625% 12/31/2025 2.63 9128285T3 254900HROIFWPRGM1V77 US9128285T35 DJG351000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0424 117294952.53 117294952.53 0.0005 N Y Y N US Treasury Bill UST BILLS 0% 03/25/2025 912797NS2 254900HROIFWPRGM1V77 US912797NS22 KTM820000 U.S. Treasury Debt Y N/A N/A 2025-03-25 2025-03-25 2025-03-25 N N N 0.0403 1117404795.12 1117404795.12 0.0047 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/28/2025 4.36 3130B44D0 2549001DPIFGXC1TOL40 US3130B44D09 0001026214 KVU759000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-28 2025-04-28 N N N 0.0431 42000079.38 42000079.38 0.0002 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.4% 2/18/25 4.40 N/A VYVVCKR63DVZZN70PB21 0000276523 KWL531000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWL531000 2030-05-01 2055-02-01 1.500 - 7.000 N/A 719436603.00 589797433.69 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0437 574984015.00 574984015.00 0.0024 N N N Y Sumitomo Mitsui Banking Corp FICASH MR 4.35% 02/03/25 4.35 N/A N/A KYQ213000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ213000 2053-02-01 2053-04-01 5.500 N/A 86584.68 72840.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYQ213000 2042-10-20 2054-11-20 3.000 - 6.500 N/A 614118.76 363471.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ213000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 588391.45 177805.75 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 591000.00 591000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.37 3130B4SG7 2549001DPIFGXC1TOL40 US3130B4SG78 0001026214 KYH041000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-28 2025-07-28 N N N 0.0436 142999764.05 142999764.05 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 05/09/2025 4.49 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-09 2025-05-09 N N N 0.0432 308104858.60 308104858.60 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/15/2026 4.46 3133ERPN5 254900C5LP6DN9OP9V83 US3133ERPN52 4003205 KOD965000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-15 2026-01-15 N N N 0.0439 24015995.28 24015995.28 0.0001 N N N N JP Morgan Securities LLC FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2025-03-01 2062-09-01 2.000 - 7.750 N/A 2212704292.32 1449209656.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2030-01-01 2055-02-01 1.500 - 7.500 N/A 455962160.73 297358605.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KYQ110000 2026-01-31 2034-05-15 0.750 - 6.750 N/A 893505713.88 873283407.48 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 2567552000.00 2567552000.00 0.0107 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.07% 4/7/25 4.43 N/A 549300HN4UKV1E2R3U73 KWS688000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWS688000 2031-04-01 2051-03-01 1.500 - 6.500 N/A 274337502.00 126064097.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWS688000 2027-04-01 2054-09-01 1.000 - 7.500 N/A 13818348.00 3486498.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KWS688000 2027-05-20 2055-01-20 3.000 - 7.500 N/A 28710570.00 18068334.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-04-07 2025-04-07 2025-04-07 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0437 144000000.00 144000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.37% 4/23/25 4.37 N/A K5HU16E3LMSVCCJJJ255 KYN669000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYN669000 2025-05-01 2054-12-01 2.000 - 7.000 N/A 1332026651.00 704532976.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYN669000 2025-10-01 2054-07-01 2.000 - 6.000 N/A 89885564.00 75125407.06 Agency Mortgage-Backed Securities Y N/A N/A 2025-04-23 2025-04-23 2025-04-23 N N N 0.0442 763819466.80 763819466.80 0.0032 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0AY5 2549001DPIFGXC1TOL40 US3130B0AY54 0001026214 KFC388000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0442 290073167.00 290073167.00 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/06/2026 4.49 3133ERNN7 254900C5LP6DN9OP9V83 US3133ERNN70 4003205 KNO743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-08-06 2026-08-06 N N N 0.0447 97015358.01 97015358.01 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/11/2025 4.52 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-11 2025-12-11 N N N 0.0443 153098458.56 153098458.56 0.0006 N N N N Norinchukin Bank NORGR G RP 4.35% 2/4/25 4.35 N/A 5493007VSMFZCPV1NB83 KYM393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KYM393000 2031-05-31 2034-05-15 0.000 - 4.625 N/A 326239700.00 317335026.18 U.S. Treasuries (including strips) Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0426 311000000.00 311000000.00 0.0013 N N Y N US Treasury Bill UST BILLS 0% 04/17/2025 912797KS5 254900HROIFWPRGM1V77 US912797KS58 KHC652000 U.S. Treasury Debt Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0410 1990573183.03 1990573183.03 0.0083 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 09/14/2026 4.48 3133ERHG9 254900C5LP6DN9OP9V83 US3133ERHG93 4003205 KQC267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-14 2026-09-14 N N N 0.0447 12404755.90 12404755.90 0.0001 N N N N US Treasury Bill UST BILLS 0% 02/18/2025 912797NH6 254900HROIFWPRGM1V77 US912797NH66 KRK577000 U.S. Treasury Debt Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0362 4667724461.96 4667724461.96 0.0195 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/05/2026 4.46 3133ERGH8 254900C5LP6DN9OP9V83 US3133ERGH85 4003205 KKI288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-05 2026-06-05 N N N 0.0447 43990076.24 43990076.24 0.0002 N N N N Sumitomo Mitsui Banking Corp SUMITRGT *G RP 4.36% 2/19/25 4.36 N/A 5493006GGLR4BTEL8O61 KYP972000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-02-07 2025-02-07 2025-02-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0428 44000000.00 44000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/14/2025 4.50 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-14 2025-11-14 N N N 0.0437 267245802.87 267245802.87 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 09/08/2026 4.49 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 4003205 KUG066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-08 2026-09-08 N N N 0.0449 23998521.60 23998521.60 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/02/2025 313385DV5 2549001DPIFGXC1TOL40 US313385DV51 313385DV5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-02 2025-04-02 2025-04-02 N N N 0.0428 228363165.90 228363165.90 0.0010 N N N N US Treasury Notes UST NOTES 2.875% 04/30/2025 2.88 9128284M9 254900HROIFWPRGM1V77 US9128284M90 DAJ767000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0427 288996327.40 288996327.40 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/15/2025 4.49 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-15 2025-05-15 N N N 0.0435 308084462.84 308084462.84 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/25/2025 4.45 3133EP6A8 254900C5LP6DN9OP9V83 US3133EP6A87 4003205 KKO804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-25 2025-09-25 N N N 0.0435 29000949.46 29000949.46 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 04/04/2025 4.39 3130B2LF0 2549001DPIFGXC1TOL40 US3130B2LF03 0001026214 KPK885000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-04 2025-04-04 N N N 0.0432 203004338.11 203004338.11 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 10/03/2025 4.49 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-03 2025-10-03 N N N 0.0438 265167580.70 265167580.70 0.0011 N N N N Fannie Mae FANNIE MAE VFAC SOFR+13.5 08/21/2026 4.50 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 KOW136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-08-21 2026-08-21 N N N 0.0444 55040453.05 55040453.05 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/24/2026 4.46 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 4003205 KLE488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-24 2026-06-24 N N N 0.0447 64985980.15 64985980.15 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/25/2025 4.42 3133ERD57 254900C5LP6DN9OP9V83 US3133ERD571 4003205 KTL478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-25 2025-11-25 N N N 0.0433 42027031.20 42027031.20 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/10/2025 4.52 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 0001026214 KHC756000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-10 2025-07-10 N N N 0.0434 124090508.84 124090508.84 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/25/2026 4.50 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 4003205 KTO502000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-11-25 2026-11-25 N N N 0.0450 35998194.60 35998194.60 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 06/06/2025 4.51 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-06 2025-06-06 N N N 0.0435 2371045.12 2371045.12 0.0000 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/23/2026 4.50 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 KQF072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-23 2026-09-23 N N N 0.0450 816974305.35 816974305.35 0.0034 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.35% 2/3/25 4.35 N/A 549300H47WTHXPU08X20 KYP377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYP377000 2028-12-01 2060-03-01 1.500 - 7.500 N/A 1844271471.00 1318599453.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYP377000 2028-09-01 2055-02-01 1.500 - 7.500 N/A 1671781851.00 1518028451.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 2780000000.00 2780000000.00 0.0116 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 4.50 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-27 2025-05-27 N N N 0.0435 170059693.80 170059693.80 0.0007 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.35% 2/3/25 4.35 N/A 549300H47WTHXPU08X20 KYP497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP497000 2027-02-15 2040-05-15 0.125 - 4.125 N/A 9107552400.00 8883180002.81 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 8709000000.00 8709000000.00 0.0364 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 4.47 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-24 2026-04-24 N N N 0.0447 34996229.45 34996229.45 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/08/2025 3130B4VL2 2549001DPIFGXC1TOL40 US3130B4VL27 0001026214 KYQ059000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-04 2025-09-08 2025-09-08 N N N 0.0000 274000000.00 274000000.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 06/17/2025 4.50 3130AWX39 2549001DPIFGXC1TOL40 US3130AWX391 0001026214 KWA991000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-17 2025-06-17 N N N 0.0434 55026694.80 55026694.80 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/21/2025 313385DH6 2549001DPIFGXC1TOL40 US313385DH67 ABC742000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-21 2025-03-21 2025-03-21 N N N 0.0425 349987732.16 349987732.16 0.0015 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 04/08/2026 4.48 3133ERWN7 254900C5LP6DN9OP9V83 US3133ERWN79 4003205 KQU634000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-08 2026-04-08 N N N 0.0446 35004176.55 35004176.55 0.0001 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 3/4/25 4.43 N/A 549300HN4UKV1E2R3U73 KUI503000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUI503000 2036-05-01 2054-06-01 1.500 - 6.000 N/A 11413563.00 4967711.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KUI503000 2044-02-20 2052-08-20 4.000 - 5.000 N/A 583641.00 407053.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUI503000 2027-06-01 2055-01-01 2.500 - 6.500 N/A 131505153.00 68623176.25 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-04 2025-03-04 2025-03-04 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0435 72000000.00 72000000.00 0.0003 N N N Y Lloyds Bank PLC LLOYDGR G RP 4.65% 2/25/25 4.65 N/A H7FNTJ4851HG0EXQ1Z70 KTP312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KTP312000 2027-02-15 2032-02-15 1.875 - 2.875 N/A 75041200.00 64247254.84 U.S. Treasuries (including strips) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0456 62000000.00 62000000.00 0.0003 N N N Y Citigroup Global Capital Markets Inc. FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYQ110000 2025-02-04 2054-02-15 0.000 - 4.750 N/A 436365679.79 423605125.81 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2036-06-01 2054-11-01 2.000 - 6.000 N/A 52448951.99 46261195.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2025-02-15 2055-02-01 1.500 - 9.000 N/A 79552983.36 29225913.61 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 488269000.00 488269000.00 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/07/2025 4.38 3130B3WW9 2549001DPIFGXC1TOL40 US3130B3WW99 0001026214 KTV973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-07 2025-07-07 N N N 0.0438 209987355.90 209987355.90 0.0009 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.305% 2/28/25 4.31 N/A 3Y4U8VZURTYWI1W2K376 KYD008000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYD008000 2035-04-01 2055-01-01 2.000 - 6.000 N/A 146446155.00 102620900.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYD008000 2032-03-01 2055-01-01 2.000 - 6.500 N/A 425921912.00 228372858.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-02-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 324000000.00 324000000.00 0.0014 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 4.52 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-06 2025-10-06 N N N 0.0442 50031410.50 50031410.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/20/2025 4.47 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 4003205 KBF097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-20 2025-02-20 N N N 0.0431 146005343.60 146005343.60 0.0006 N N N N BofA Securities, Inc. BASGR G RP 4.35% 4/1/25 4.35 N/A 549300HN4UKV1E2R3U73 KYO280000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYO280000 2029-11-01 2055-01-01 2.500 - 7.500 N/A 301712450.00 260172030.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYO280000 2026-11-15 2056-10-15 4.000 - 9.000 N/A 125788458.00 88754480.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYO280000 2027-01-01 2054-11-01 1.500 - 6.000 N/A 358241967.00 226631542.29 Agency Mortgage-Backed Securities Y N/A N/A 2025-04-01 2025-04-01 2025-04-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0429 564000000.00 564000000.00 0.0024 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 4.51 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-12 2025-05-12 N N N 0.0433 327120041.70 327120041.70 0.0014 N N N N US Treasury Notes UST NOTES 0.25% 05/31/2025 0.25 912828ZT0 254900HROIFWPRGM1V77 US912828ZT04 GAH657000 U.S. Treasury Debt Y N/A N/A 2025-05-31 2025-05-31 2025-05-31 N N N 0.0428 173692749.12 173692749.12 0.0007 N Y Y N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.35% 2/3/25 4.35 N/A N/A KYP426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP426000 2025-03-31 2054-08-15 0.000 - 6.375 N/A 412484500.00 394883134.81 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 387000000.00 387000000.00 0.0016 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/18/2025 4.37 3130B3YY3 2549001DPIFGXC1TOL40 US3130B3YY38 0001026214 KUI690000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-18 2025-06-18 N N N 0.0435 69998236.70 69998236.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/10/2025 4.38 3130B2B46 2549001DPIFGXC1TOL40 US3130B2B462 0001026214 KNY709000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-10 2025-03-10 N N N 0.0429 116002366.40 116002366.40 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 4.49 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-14 2025-04-14 N N N 0.0431 107026762.84 107026762.84 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.51 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-04 2025-08-04 2025-08-04 N N N 0.0441 77035209.79 77035209.79 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.48 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-04-02 2026-04-02 N N N 0.0448 726415500.79 726415500.79 0.0030 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/28/2025 4.49 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-28 2025-03-28 N N N 0.0430 63011452.77 63011452.77 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.35% 2/3/25 4.35 N/A N/A KYP400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 KYP400000 2026-05-31 2031-08-31 0.625 - 3.750 N/A 1269538700.00 1204124943.66 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1181000000.00 1181000000.00 0.0049 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 4.50 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-09 2026-09-09 N N N 0.0450 25998794.12 25998794.12 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 4.47 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-24 2026-06-24 N N N 0.0439 47030639.30 47030639.30 0.0002 N N N N ING Financial Markets LLC INGFIN G RP 4.34% 2/5/25 4.34 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KYN322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN322000 2027-11-15 2027-11-15 4.125 N/A 19279600.00 19391772.01 U.S. Treasuries (including strips) Y N/A N/A 2025-02-05 2025-02-05 2025-02-05 N N N 0.0430 18999868.90 18999868.90 0.0001 N N Y N Fixed Income Clearing Corp - ING ING FID G RP 4.35% 2/4/25 4.35 N/A N/A KYQ130000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0426 387000000.00 387000000.00 0.0016 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 4.50 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-10 2026-09-10 N N N 0.0450 67997556.76 67997556.76 0.0003 N N N N Citibank NA CITIBK G RP 4.36% 2/6/25 4.36 N/A E57ODZWZ7FF32TWEFA76 0000036684 KYO229000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYO229000 2035-11-01 2054-06-01 2.000 - 7.604 N/A 99976116.00 4186246.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYO229000 2029-08-15 2066-08-15 2.000 - 8.000 N/A 368949666.00 298449805.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYO229000 2025-12-01 2055-01-01 2.500 - 7.724 N/A 51584074.00 24942564.65 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-06 2025-02-06 2025-02-06 N N N 0.0427 321000000.00 321000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 4.52 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-08 2025-12-08 N N N 0.0443 124079278.16 124079278.16 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/11/2025 4.36 3130B42F7 2549001DPIFGXC1TOL40 US3130B42F74 0001026214 KUM766000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-11 2025-04-11 N N N 0.0430 279997272.80 279997272.80 0.0012 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.06% 3/18/25 4.42 N/A MBNUM2BPBDO7JBLYG310 0000315030 KXT319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXT319000 2025-02-20 2032-01-31 0.000 - 4.375 N/A 578511500.00 574565651.87 U.S. Treasuries (including strips) Y N/A N/A 2025-03-18 2025-03-18 2025-03-18 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0435 562001405.00 562001405.00 0.0023 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 4.51 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-19 2025-05-19 N N N 0.0435 326117849.00 326117849.00 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 4.49 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2027-02-05 2027-02-05 N N N 0.0449 79999452.80 79999452.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.49 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-21 2025-10-21 N N N 0.0438 30019245.90 30019245.90 0.0001 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.45% 2/10/25 4.45 N/A 2IGI19DL77OX0HC3ZE78 KVR123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KVR123000 2025-02-04 2053-11-15 0.000 - 4.750 N/A 306356500.00 301956178.58 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0436 294000000.00 294000000.00 0.0012 N N Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.02% 3/28/25 4.38 N/A FOR8UP27PHTHYVLBNG30 0000769993 KYG932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYG932000 2046-09-01 2054-12-01 2.000 - 6.000 N/A 657333423.00 558657391.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYG932000 2054-03-01 2054-03-01 5.500 N/A 113959424.00 102083885.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-03-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0431 647000000.00 647000000.00 0.0027 N N Y N Rbc Dominion Securities Inc FICASH MR 4.35% 02/03/25 4.35 N/A N/A KYQ213000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ213000 2039-10-01 2054-10-01 1.500 - 7.000 N/A 13587849.51 4345475.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KYQ213000 2025-04-17 2054-11-15 0.000 - 4.750 N/A 14410469.23 13324742.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ213000 2042-03-01 2054-10-01 2.000 - 7.000 N/A 12641735.29 3559375.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYQ213000 2044-04-20 2053-05-20 2.000 - 5.500 N/A 9856872.95 3696144.18 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 24409000.00 24409000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 05/23/2025 4.37 3130B3WM1 2549001DPIFGXC1TOL40 US3130B3WM18 0001026214 KTT266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-23 2025-05-23 N N N 0.0434 167998501.44 167998501.44 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 4.38 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-02 2025-05-02 N N N 0.0433 24000189.84 24000189.84 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/23/2025 4.36 3130B42V2 2549001DPIFGXC1TOL40 US3130B42V25 0001026214 KVR220000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-23 2025-04-23 N N N 0.0430 278999762.85 278999762.85 0.0012 N N N N Nomura Securities International Inc FICASH MU 4.35% 02/03/25 4.35 N/A N/A KYQ110000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYQ110000 2025-02-06 2054-11-15 0.000 - 6.875 N/A 365266136.66 315909854.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYQ110000 2025-03-01 2055-01-01 0.000 - 9.500 N/A 444287529.49 126824977.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYQ110000 2025-02-15 2065-05-15 2.000 - 9.000 N/A 565748321.46 95003051.76 Agency Mortgage-Backed Securities Resolution Funding Corp N/A KYQ110000 2030-04-15 2030-04-15 8.875 N/A 166.73 204.13 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KYQ110000 2025-05-23 2036-01-25 0.000 - 5.125 N/A 118876.92 118349.79 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 KYQ110000 2028-03-15 2056-04-01 0.000 - 5.375 N/A 92700.65 92271.43 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KYQ110000 2025-02-04 2038-08-27 0.430 - 5.480 N/A 109706.89 104529.93 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYQ110000 2026-04-24 2054-12-01 0.000 - 7.561 N/A 456571005.18 117544983.18 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 641902000.00 641902000.00 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/15/2025 4.37 3130B4JV4 2549001DPIFGXC1TOL40 US3130B4JV47 0001026214 KXK794000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-15 2025-07-15 N N N 0.0436 96999564.47 96999564.47 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/05/2025 4.37 3130B3XJ7 2549001DPIFGXC1TOL40 US3130B3XJ79 0001026214 KUC459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-05 2025-05-05 N N N 0.0432 140000926.80 140000926.80 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.47 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-03-05 2026-03-05 N N N 0.0445 434058299.22 434058299.22 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.40 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-06 2025-08-06 N N N 0.0431 243109940.49 243109940.49 0.0010 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.47 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-05-07 2026-05-07 N N N 0.0447 248972460.60 248972460.60 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/10/2025 5.05 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0436 298006353.36 298006353.36 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 4.49 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-24 2026-06-24 N N N 0.0449 213995687.90 213995687.90 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.52 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-22 2025-08-22 N N N 0.0444 299111515.04 299111515.04 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/01/2025 4.37 3130B3W33 2549001DPIFGXC1TOL40 US3130B3W334 0001026214 KTP536000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-01 2025-05-01 N N N 0.0431 97000641.17 97000641.17 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/15/2025 4.38 3130B4L58 2549001DPIFGXC1TOL40 US3130B4L582 0001026214 KXN097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-15 2025-09-15 N N N 0.0437 279000454.77 279000454.77 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/10/2025 3130B4VB4 2549001DPIFGXC1TOL40 US3130B4VB45 0001026214 KYO698000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-03 2025-07-10 2025-07-10 N N N 0.0000 142000000.00 142000000.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/10/2025 4.37 3130B4GW5 2549001DPIFGXC1TOL40 US3130B4GW56 0001026214 KXD188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-10 2025-07-10 N N N 0.0436 33999776.96 33999776.96 0.0001 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 4.35% 2/3/25 4.35 N/A 9845006C81UCE4114A10 KYP402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP402000 2025-03-04 2054-02-15 0.000 - 4.875 N/A 649340400.00 592834839.70 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 581000000.00 581000000.00 0.0024 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/28/2025 313385EX0 2549001DPIFGXC1TOL40 US313385EX09 ACF317000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-28 2025-04-28 2025-04-28 N N N 0.0429 138579000.00 138579000.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 4.52 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-07 2025-07-07 N N N 0.0439 31766403.64 31766403.64 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/18/2025 4.47 3130B3AP8 2549001DPIFGXC1TOL40 US3130B3AP86 0001026214 KRC390000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-18 2025-03-18 2025-03-18 N N N 0.0411 136036720.00 136036720.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 06/02/2025 4.38 3130B3WP4 2549001DPIFGXC1TOL40 US3130B3WP49 0001026214 KTT264000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-02 2025-06-02 N N N 0.0434 69999814.50 69999814.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/05/2025 4.37 3130B3KK8 2549001DPIFGXC1TOL40 US3130B3KK89 0001026214 KSB007000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-05 2025-03-05 N N N 0.0427 71001300.01 71001300.01 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 4.46 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-24 2026-06-24 N N N 0.0447 88980759.98 88980759.98 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 4.50 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-24 2025-06-24 N N N 0.0437 138059108.16 138059108.16 0.0006 N N N N Mizuho Securities U.S.A., Inc. MIZUHO G RP 4.35% 2/5/25 4.35 N/A 7TK5RJIZDFROZCA6XF66 0000812291 KYN287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN287000 2031-02-28 2031-02-28 4.250 N/A 144437300.00 145948216.28 U.S. Treasuries (including strips) Y N/A N/A 2025-02-05 2025-02-05 2025-02-05 N N N 0.0430 142999127.70 142999127.70 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/26/2025 4.37 3130B4SL6 2549001DPIFGXC1TOL40 US3130B4SL63 0001026214 KYH047000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-26 2025-08-26 N N N 0.0436 128000872.96 128000872.96 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 12/16/2026 4.51 3133ERK75 254900C5LP6DN9OP9V83 US3133ERK758 4003205 KVU527000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-12-16 2026-12-16 N N N 0.0450 71999223.12 71999223.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/04/2025 4.46 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-04 2025-04-04 N N N 0.0430 153023008.14 153023008.14 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 4.44 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-28 2026-01-28 N N N 0.0437 85057398.80 85057398.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 4.48 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-07-23 2026-07-23 N N N 0.0448 76995475.48 76995475.48 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/18/2025 4.38 3130B3YU1 2549001DPIFGXC1TOL40 US3130B3YU16 0001026214 KUI687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-18 2025-07-18 N N N 0.0437 69999272.00 69999272.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 06/16/2026 4.48 3133ERK83 254900C5LP6DN9OP9V83 US3133ERK832 4003205 KVU643000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-16 2026-06-16 N N N 0.0448 68996037.33 68996037.33 0.0003 N N N N US Treasury Bill UST BILLS 0% 03/13/2025 912797MT1 254900HROIFWPRGM1V77 US912797MT14 KPN284000 U.S. Treasury Debt Y N/A N/A 2025-03-13 2025-03-13 2025-03-13 N N N 0.0398 4651249855.20 4651249855.20 0.0194 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/19/2025 4.42 3133ERQE4 254900C5LP6DN9OP9V83 US3133ERQE45 4003205 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3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-06 2025-08-06 N N N 0.0432 156070613.40 156070613.40 0.0007 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.35% 2/3/25 4.35 N/A N/A KYP425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP425000 2025-07-31 2054-05-15 0.500 - 6.250 N/A 1647924400.00 1382601090.14 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1355000000.00 1355000000.00 0.0057 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/03/2025 4.38 3130B3WN9 2549001DPIFGXC1TOL40 US3130B3WN90 0001026214 KTT265000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-03 2025-07-03 N N N 0.0437 279983480.00 279983480.00 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2026-01-30 N N N 0.0443 43029096.81 43029096.81 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/24/2026 4.49 3133ERUG4 254900C5LP6DN9OP9V83 US3133ERUG47 4003205 KQB491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-24 2026-06-24 N N N 0.0450 97978339.06 97978339.06 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/20/2025 4.49 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-20 2025-02-20 N N N 0.0433 79002907.99 79002907.99 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 4.44 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-03-04 2026-03-04 N N N 0.0442 102013826.10 102013826.10 0.0004 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1719000000.00 1719000000.00 0.0072 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.44% 03/21/2025 4.44 3130B3BU6 2549001DPIFGXC1TOL40 US3130B3BU62 0001026214 KRE242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-21 2025-03-21 2025-03-21 N N N 0.0408 271078920.62 271078920.62 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 4.43 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-17 2025-11-17 N N N 0.0434 42527515.78 42527515.78 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.37 3130B4R78 2549001DPIFGXC1TOL40 US3130B4R787 0001026214 KYE422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-23 2025-07-23 N N N 0.0436 96999823.46 96999823.46 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/26/2025 4.47 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 4003205 JTO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-02-26 2025-02-26 N N N 0.0428 207014750.82 207014750.82 0.0009 N N N N US Treasury Bill UST BILLS 0% 04/29/2025 912797PB7 254900HROIFWPRGM1V77 US912797PB78 KWS745000 U.S. Treasury Debt Y N/A N/A 2025-04-29 2025-04-29 2025-04-29 N N N 0.0411 2259567734.62 2259567734.62 0.0094 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 4.50 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-16 2026-01-16 N N N 0.0443 70046925.20 70046925.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 4.42 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-21 2025-08-21 N N N 0.0435 411153159.15 411153159.15 0.0017 N N N N US Treasury Bill UST BILLS 0% 03/20/2025 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 KFX065000 U.S. Treasury Debt Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0400 1472402588.13 1472402588.13 0.0062 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/25/2025 4.37 3130B4RB9 2549001DPIFGXC1TOL40 US3130B4RB90 0001026214 KYE426000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-25 2025-07-25 N N N 0.0437 42999989.68 42999989.68 0.0002 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.35% 2/4/25 4.35 N/A N/A KYQ103000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0426 4519000000.00 4519000000.00 0.0189 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.45 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-02 2026-02-02 N N N 0.0443 51008429.28 51008429.28 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 4.45 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-16 2026-01-16 N N N 0.0438 72048227.04 72048227.04 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/16/2025 4.37 3130B47D7 2549001DPIFGXC1TOL40 US3130B47D71 0001026214 KWD039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-16 2025-06-16 N N N 0.0434 347001592.73 347001592.73 0.0014 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.50 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-11 2026-09-11 N N N 0.0450 601973891.26 601973891.26 0.0025 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 03/23/2026 4.43 3133ERW98 254900C5LP6DN9OP9V83 US3133ERW985 4003205 KXX270000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-03-23 2026-03-23 N N N 0.0442 32000008.96 32000008.96 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 4.52 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-21 2025-07-21 N N N 0.0441 282137125.32 282137125.32 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 4.52 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-17 2025-11-17 N N N 0.0437 468508458.60 468508458.60 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.41% 04/09/2025 4.41 3130B3A45 2549001DPIFGXC1TOL40 US3130B3A454 0001026214 KRB825000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-09 2025-04-09 2025-04-09 N N N 0.0419 339066332.13 339066332.13 0.0014 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.35% 2/3/25 4.35 N/A 549300H47WTHXPU08X20 KYP379000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYP379000 2051-02-20 2054-11-20 2.000 - 5.500 N/A 424379410.00 273459093.86 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 268000000.00 268000000.00 0.0011 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 4.49 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-07-02 2026-07-02 N N N 0.0446 143058662.89 143058662.89 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.44 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-10 2026-02-10 N N N 0.0442 65010044.45 65010044.45 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 4.50 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-04 2026-09-04 N N N 0.0450 283988171.40 283988171.40 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 4.46 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-05-13 2026-05-13 N N N 0.0446 287966413.44 287966413.44 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 4.39 3130B2JS5 2549001DPIFGXC1TOL40 US3130B2JS51 0001026214 KPD674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-24 2025-03-24 N N N 0.0430 58001795.10 58001795.10 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 4.41 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-18 2025-07-18 N N N 0.0438 70006998.60 70006998.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.45 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-09-22 2025-09-22 N N N 0.0437 99045239.04 99045239.04 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 04/28/2025 4.54 3133ENVF4 254900C5LP6DN9OP9V83 US3133ENVF41 4003205 KAE416000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-28 2025-04-28 N N N 0.0433 13004915.69 13004915.69 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 06/09/2025 4.38 3130B3LZ4 2549001DPIFGXC1TOL40 US3130B3LZ40 0001026214 KSH111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-06-09 2025-06-09 N N N 0.0436 497989676.46 497989676.46 0.0021 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.35% 2/3/25 4.35 N/A XPSKD1VTEQPKCHBEKQ95 KYP853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KYP853000 2025-02-18 2034-08-15 0.000 - 6.250 N/A 1311622100.00 1283625146.95 U.S. Treasuries (including strips) Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N N N 0.0435 1258000000.00 1258000000.00 0.0053 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/22/2026 4.55 3130B4BB6 2549001DPIFGXC1TOL40 US3130B4BB64 0001026214 KWH851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-12-22 2026-12-22 N N N 0.0455 392994765.24 392994765.24 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.46 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-05-05 2026-05-05 N N N 0.0446 81991066.10 81991066.10 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 05/20/2025 4.49 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-20 2025-05-20 N N N 0.0435 45012897.00 45012897.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 04/09/2025 4.39 3130B2BL8 2549001DPIFGXC1TOL40 US3130B2BL80 0001026214 KOA832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-09 2025-04-09 N N N 0.0431 84001930.32 84001930.32 0.0004 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2025 4.25 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 KCS513000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0426 1032911223.98 1032911223.98 0.0043 N Y Y N Barclays Bank PLC BPLCGR *G RP 4.31% 2/14/25 4.31 N/A G5GSEF7VJP5I7OUK5573 KXW292000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXW292000 2054-06-20 2055-01-20 5.500 - 7.000 N/A 125607301.00 106716795.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXW292000 2036-03-25 2054-12-01 5.500 - 12.456 N/A 151745491.00 107828177.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXW292000 2036-07-01 2054-06-25 2.500 - 5.351 N/A 146091101.00 120986003.24 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-02-14 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 326000000.00 326000000.00 0.0014 N N Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.35% 3/14/25 4.35 N/A VYVVCKR63DVZZN70PB21 0000276523 KXU400000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXU400000 2025-06-01 2055-02-01 2.000 - 7.000 N/A 396215674.00 291367399.40 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-14 2025-03-14 2025-03-14 N N N 0.0428 285000000.00 285000000.00 0.0012 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/30/2025 4.42 3133ERQ87 254900C5LP6DN9OP9V83 US3133ERQ870 4003205 KWS708000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-30 2025-12-30 N N N 0.0441 31999249.28 31999249.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.41 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-08 2025-08-08 N N N 0.0432 336153202.56 336153202.56 0.0014 N N N N US Treasury Notes UST NOTES 4% 02/15/2026 4.00 91282CGL9 254900HROIFWPRGM1V77 US91282CGL90 JQD881000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0426 36903163.97 36903163.97 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/03/2025 3130B4QJ3 2549001DPIFGXC1TOL40 US3130B4QJ36 0001026214 KYO700000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-03 2025-07-03 2025-07-03 N N N 0.0000 57000000.00 57000000.00 0.0002 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.36% 2/6/25 4.36 N/A MBNUM2BPBDO7JBLYG310 0000315030 KYO232000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KYO232000 2025-02-10 2026-08-12 4.480 - 5.125 N/A 42826000.00 43444578.05 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KYO232000 2025-02-15 2054-11-15 0.000 N/A 1137172607.18 451698577.61 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYO232000 2025-09-15 2032-07-15 0.000 N/A 91000.00 75987.66 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 KYO232000 2050-01-21 2050-01-21 3.200 N/A 36000.00 24513.62 Agency Debentures and Agency Strips Y N/A N/A 2025-02-06 2025-02-06 2025-02-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0427 481000000.00 481000000.00 0.0020 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 4.51 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-16 2025-05-16 N N N 0.0435 113039467.51 113039467.51 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 08/04/2025 4.52 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 4003205 KSG274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-04 2025-08-04 2025-08-04 N N N 0.0443 12005440.68 12005440.68 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 01/31/2026 4.25 91282CJV4 254900HROIFWPRGM1V77 US91282CJV46 KDP083000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0426 380955350.61 380955350.61 0.0016 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/09/2025 4.43 3133ERJ36 254900C5LP6DN9OP9V83 US3133ERJ362 4003205 KUI523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-09 2025-12-09 N N N 0.0443 44998351.65 44998351.65 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/27/2025 4.38 3130B4DS7 2549001DPIFGXC1TOL40 US3130B4DS71 0001026214 KWN034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-27 2025-08-27 N N N 0.0437 43999486.52 43999486.52 0.0002 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 3/6/25 4.43 N/A 549300HN4UKV1E2R3U73 KUM205000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUM205000 2044-01-01 2054-11-01 4.500 - 7.500 N/A 57372812.00 28351177.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUM205000 2035-02-01 2055-01-01 2.000 - 4.500 N/A 818878574.00 266536641.18 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-06 2025-03-06 2025-03-06 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0434 287001980.30 287001980.30 0.0012 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.45 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-01-02 2026-01-02 N N N 0.0437 132087135.84 132087135.84 0.0006 N N N N HSBC Securities, Inc. (U.S.A.) HSBCSECS G RP 4.35% 2/4/25 4.35 N/A CYYGQCGNHMHPSMRL3R97 0000853784 KYM482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYM482000 2025-06-15 2030-11-30 0.250 - 4.375 N/A 391837900.00 388901803.38 U.S. Treasuries (including strips) Y N/A N/A 2025-02-04 2025-02-04 2025-02-04 N N N 0.0426 381000000.00 381000000.00 0.0016 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.51 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-15 2025-12-15 N N N 0.0443 128082759.68 128082759.68 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/20/2025 5.00 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0443 146018137.58 146018137.58 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0442 290068732.90 290068732.90 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/23/2025 4.43 3133ERM81 254900C5LP6DN9OP9V83 US3133ERM812 4003205 KWH743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-23 2025-12-23 N N N 0.0443 24998927.50 24998927.50 0.0001 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.31% 2/13/25 4.31 N/A 2IGI19DL77OX0HC3ZE78 KXT342000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXT342000 2028-03-01 2061-09-01 1.480 - 7.000 N/A 55986073.00 39646154.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXT342000 2044-11-01 2054-08-01 2.500 - 7.000 N/A 66022908.00 53973899.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXT342000 2052-01-20 2064-08-20 2.500 - 7.000 N/A 79531347.00 55656526.32 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-02-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 145996656.60 145996656.60 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.47 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-17 2025-07-17 N N N 0.0440 75721757.69 75721757.69 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.52 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-24 2025-07-24 N N N 0.0445 273079407.51 273079407.51 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/23/2025 313385FY7 2549001DPIFGXC1TOL40 US313385FY72 313385FY7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-23 2025-05-23 2025-05-23 N N N 0.0425 22207749.98 22207749.98 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0442 510128673.00 510128673.00 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 4.40 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-05-20 2025-05-20 N N N 0.0435 319010587.61 319010587.61 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 04/28/2025 4.37 3130B3V59 2549001DPIFGXC1TOL40 US3130B3V591 0001026214 KTO621000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-04-28 2025-04-28 N N N 0.0430 208007313.28 208007313.28 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.51 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-09-25 2026-09-25 N N N 0.0450 538984255.81 538984255.81 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2025 4.37 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 0001026214 KYE430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-28 2025-08-28 N N N 0.0436 417001009.14 417001009.14 0.0017 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.35% 4/23/25 4.35 N/A K5HU16E3LMSVCCJJJ255 KYN680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN680000 2025-08-15 2044-08-15 2.000 - 4.375 N/A 214872400.00 189811749.15 U.S. Treasuries (including strips) Y N/A N/A 2025-04-23 2025-04-23 2025-04-23 N N N 0.0437 185968473.00 185968473.00 0.0008 N N N Y US Treasury Bill UST BILLS 0% 05/20/2025 912797PJ0 254900HROIFWPRGM1V77 US912797PJ05 KXT542000 U.S. Treasury Debt Y N/A N/A 2025-05-20 2025-05-20 2025-05-20 N N N 0.0414 465196102.50 465196102.50 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.37 3130B4LL3 2549001DPIFGXC1TOL40 US3130B4LL37 0001026214 KXO004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-18 2025-08-18 N N N 0.0437 208001560.00 208001560.00 0.0009 N N N N BNP Paribas, SA BNP (GR) *G RP 4.33% 2/12/25 4.33 N/A R0MUWSFPU8MPRO8K5P83 KYN655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KYN655000 2026-10-31 2051-08-15 0.625 - 4.625 N/A 811583100.00 781695918.06 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 765987667.40 765987667.40 0.0032 N N Y N US Treasury Notes UST NOTES 2.125% 05/15/2025 2.13 912828XB1 254900HROIFWPRGM1V77 US912828XB14 912828XB1 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0426 309097553.91 309097553.91 0.0013 N Y Y N Lloyds Bank Corp Mrkts LBCMGR G RP 4.375% 3/24/25 4.38 N/A 213800MBWEIJDM5CU638 KYF799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYF799000 2028-04-30 2028-04-30 3.500 N/A 74805000.00 73752215.20 U.S. Treasuries (including strips) Y N/A N/A 2025-03-24 2025-03-24 2025-03-24 N N N 0.0431 72000000.00 72000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.37 3130B4T76 2549001DPIFGXC1TOL40 US3130B4T767 0001026214 KYL654000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-29 2025-07-29 N N N 0.0436 137999670.18 137999670.18 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.50 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-10-23 2026-10-23 N N N 0.0448 71024166.27 71024166.27 0.0003 N N N N US Treasury Bill UST BILLS 0% 06/26/2025 912797NW3 254900HROIFWPRGM1V77 US912797NW34 KWL690000 U.S. Treasury Debt Y N/A N/A 2025-06-26 2025-06-26 2025-06-26 N N N 0.0420 1302086568.68 1302086568.68 0.0054 N Y Y N US Treasury Bill UST BILLS 0% 03/06/2025 912797MM6 254900HROIFWPRGM1V77 US912797MM60 KPF661000 U.S. Treasury Debt Y N/A N/A 2025-03-06 2025-03-06 2025-03-06 N N N 0.0391 3143467149.90 3143467149.90 0.0131 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 11/27/2026 4.51 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 4003205 KTN607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-11-27 2026-11-27 N N N 0.0451 135993431.20 135993431.20 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 4.51 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-07-25 2025-07-25 N N N 0.0442 78028445.04 78028445.04 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 4.49 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-27 2025-03-27 N N N 0.0430 390069891.90 390069891.90 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/24/2025 4.38 3130B4QF1 2549001DPIFGXC1TOL40 US3130B4QF14 0001026214 KXX278000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-10-24 2025-10-24 N N N 0.0437 276999301.96 276999301.96 0.0012 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 3/20/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 KYN685000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYN685000 2029-10-01 2054-12-01 1.500 - 7.000 N/A 350915914.00 290661447.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYN685000 2051-09-20 2051-12-20 2.500 N/A 1561799.00 1008626.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYN685000 2043-02-01 2054-12-01 2.500 - 6.500 N/A 154178668.00 102238911.55 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-03-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 385992164.20 385992164.20 0.0016 N N Y N BMO Chicago Branch BMOCHIGR *G RP 4.305% 3/5/25 4.31 N/A 3Y4U8VZURTYWI1W2K376 KXX086000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXX086000 2054-06-20 2064-12-20 5.440 - 6.500 N/A 165150802.00 166597993.09 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-07 2025-02-07 2025-03-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0426 162996202.10 162996202.10 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.43 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-28 2025-11-28 N N N 0.0434 141091080.36 141091080.36 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.47 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-20 2026-02-20 N N N 0.0445 136019428.96 136019428.96 0.0006 N N N N BofA Securities, Inc. BASGR G RP 4.35% 4/1/25 4.35 N/A 549300HN4UKV1E2R3U73 KYL456000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KYL456000 2049-02-20 2059-09-15 4.000 - 5.690 N/A 3254572.00 2321418.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYL456000 2034-02-01 2034-06-01 3.700 - 4.000 N/A 6743000.00 4864513.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KYL456000 2031-02-01 2049-11-01 3.000 - 5.500 N/A 345885678.00 137776580.34 Agency Mortgage-Backed Securities Y N/A N/A 2025-04-01 2025-04-01 2025-04-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0429 142000000.00 142000000.00 0.0006 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.49 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-02-20 2026-02-20 N N N 0.0447 73010612.74 73010612.74 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.46 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-06-18 2026-06-18 N N N 0.0445 70757495.26 70757495.26 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.52 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-11-28 2025-11-28 N N N 0.0443 206132109.86 206132109.86 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 4.49 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-20 2025-03-20 N N N 0.0431 136019061.76 136019061.76 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.52 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-12-01 2025-12-01 N N N 0.0443 157100687.24 157100687.24 0.0007 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.29% 2/6/25 4.29 N/A 2IGI19DL77OX0HC3ZE78 KXH911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXH911000 2025-09-30 2054-02-15 0.000 - 4.625 N/A 82179300.00 80848894.72 U.S. Treasuries (including strips) Y N/A N/A 2025-02-06 2025-02-06 2025-02-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0431 78998625.40 78998625.40 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0441 446557214.51 446557214.51 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.37 3130B4SJ1 2549001DPIFGXC1TOL40 US3130B4SJ18 0001026214 KYH043000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-05 2025-08-05 N N N 0.0437 128999694.27 128999694.27 0.0005 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.50 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2026-10-29 2026-10-29 N N N 0.0450 451989359.92 451989359.92 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.50 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-08-25 2025-08-25 N N N 0.0443 149055450.35 149055450.35 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 4.49 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-03 2025-03-06 2025-03-06 N N N 0.0429 231025412.31 231025412.31 0.0010 N N N N Fidelity Government Cash Reserves 2025-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer